+346.9%
ORCL vs FIS
-37.3%
+384.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.4% |
| 7D | +5.3% | +1.1% | +4.2% | +4.9% |
| 30D | +10.0% | -2.2% | +12.2% | +10.7% |
| 3M | -32.6% | +2.1% | -34.7% | -33.6% |
| 6M | +4.9% | -14.7% | +19.6% | +9.6% |
| YTD | -17.8% | -35.7% | +18.0% | -5.9% |
| 1Y | -28.0% | -37.1% | +9.1% | -17.7% |
| 3Y | +36.0% | -20.0% | +56.0% | +39.3% |
| 5Y | +88.7% | -62.1% | +150.8% | +152.1% |
| All | +346.9% | -37.3% | +384.2% | +362.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling